Dynamic artificial neural network for electricity market prices forecast

This paper presents an artificial neural network applied to the forecasting of electricity market prices, with the special feature of being dynamic. The dynamism is verified at two different levels. The first level is characterized as a re-training of the network in every iteration, so that the artificial neural network can able to consider the most recent data at all times, and constantly adapt itself to the most recent happenings. The second level considers the adaptation of the neural network’s execution time depending on the circumstances of its use. The execution time adaptation is performed through the automatic adjustment of the amount of data considered for training the network. This is an advantageous and indispensable feature for this neural network’s integration in ALBidS (Adaptive Learning strategic Bidding System), a multi-agent system that has the purpose of providing decision support to the market negotiating players of MASCEM (Multi-Agent Simulator of Competitive Electricity Markets).

Capacity sharing and stealing in dynamic server-based real-time systems

This paper proposes a dynamic scheduler that supports the coexistence of guaranteed and non-guaranteed bandwidth servers to efficiently handle soft-tasks’ overloads by making additional capacity available from two sources: (i) residual capacity allocated but unused when jobs complete in less than their budgeted execution time; (ii) stealing capacity from inactive non-isolated servers used to schedule best-effort jobs. The effectiveness of the proposed approach in reducing the mean tardiness of periodic jobs is demonstrated through extensive simulations. The achieved results become even more significant when tasks’ computation times have a large variance.